Yang-Boyu

icon company @point72 icon location New York icon location Quantitative Researcher

Results 5 repositories owned by Yang-Boyu

Empirical-Finance

28
Stars
3
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Watchers

Fama-French models, idiosyncratic volatility, event study

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Statistical-Arbitrage

124
Stars
26
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High-frequency statistical arbitrage

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ML-HFT

238
Stars
75
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High frequency trading (HFT) framework built for futures using machine learning and deep learning techniques

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Binance-Arbitrage

57
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22
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Binance cash-and-carry arbitrage bot

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Optimal-Hedging

16
Stars
6
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Delta hedging under SABR model

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